"Trading is statistics and time series analysis." This blog details my progress in developing a systematic trading system for use on the futures and forex markets, with discussion of the various indicators and other inputs used in the creation of the system. Also discussed are some of the issues/problems encountered during this development process. Within the blog posts there are links to other web pages that are/have been useful to me.

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Thursday, 4 October 2012

Change in Neural Net Training Plans

After having spent the last few days training my NNs and seeing how long it is taking on my new data I have decided to change my training plans. I had been simultaneously training (on two separate computers) my decision tree idea alongside a more "normal" multi-class NN in the hope of eventually comparing the two. However, I anticipate that if I continued with this two pronged approach it would take about a month to finish, and I'd like quicker results than that. Also my attempt to use the hyperbolic tangent activation function hasn't been too successful and I'm not sure whether it's my coding or some deeper theoretical reason why it isn't working satisfactorily. Another reason is that the Coursera Neural Nets for Machine Learning course has just started, the syllabus for which is shown below:-

I think that rather than ploughing on with the training of my decision tree NN it would perhaps be better to finish this course before I get too carried away with myself with new NN ideas; for example, lecture 9, or the "stacking of Boltzman machines," might give me much better insight to the issues involved.
For these reasons I have decided to retrain my "reserve NN" on my enlarged data set with my new feature set, using both computers available to me, whilst I work through the above course. I expect that this reserve NN will be fully trained before the course ends, so then I will be free to experiment with my newly acquired knowledge.

2 comments:

Personally I found the Hinton course more difficult than Andrew Ng's, but if you've already done Ng's course the maths shouldn't be beyond your grasp. I would definitely recommend the Hinton course as a follow up to Prof. Ng's rather than the other way around!